The former Eurythmics star was promoting her new Christmas album, A Christmas Cornucopia on breakfast show, Good Morning America.
The 55-year-old has previously explained the message after fans feared she was ill.
She said in a video posted on YouTube: 'I can tell you the good news is actually I am not. However, many people are. In fact, 22 million in Sub-Saharan Africa are currently HIV positive.
'And I am wearing this in solidarity with them because it's very hard when you are HIV postive to be open about your status and to be able to tell your family and your friends.'
In 2007, Scots-born Lennox founded the SING Campaign, which helps prevent the spread of HIV in South Africa and also supports those currently living with HIV.